Discussing about Setting Up OpenVPN Server On Windows Server to forward incoming traffic to the internet, then route the responses back to the client. Which means settings up a OpenVPN Windows Server to tunnel clients internet traffic  through OpenVPN server.  Those clients that successfully connected to the OpenVPN server will have their ISP IP Address will show as servers Public IP address.

If you need to tryout visit below link which includes the step-by-step instructions including screenshots. 

https://supporthost.in/setting-up-openvpn-server-on-windows-server-2012-2016/